+626.4%
TRV vs FANG
+1,416.0%
-789.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.3% |
| 7D | -1.5% | +1.2% | -2.7% | -1.7% |
| 30D | -1.8% | +2.4% | -4.2% | -2.2% |
| 3M | +21.6% | +5.1% | +16.5% | +20.4% |
| 6M | +22.5% | +16.4% | +6.0% | +18.9% |
| YTD | +28.1% | +39.0% | -10.8% | +20.7% |
| 1Y | +37.0% | +50.6% | -13.6% | +27.2% |
| 3Y | +141.9% | +46.9% | +95.0% | +121.9% |
| 5Y | +158.5% | +238.2% | -79.7% | +103.2% |
| 10Y | +297.5% | +181.3% | +116.3% | +173.1% |
| All | +626.4% | +1,416.0% | -789.6% | +288.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling